FZAFX vs. SCHG
Compare and contrast key facts about Fidelity Advisor Equity Growth Fund Class Z (FZAFX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FZAFX is managed by Fidelity. It was launched on Aug 13, 2013. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
FZAFX vs. SCHG - Performance Comparison
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FZAFX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FZAFX Fidelity Advisor Equity Growth Fund Class Z | -5.39% | 14.68% | 18.15% | 35.80% | -24.36% | 23.09% | 43.86% | 35.68% | 0.36% | 35.37% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, FZAFX achieves a -5.39% return, which is significantly higher than SCHG's -9.73% return. Both investments have delivered pretty close results over the past 10 years, with FZAFX having a 16.19% annualized return and SCHG not far ahead at 16.95%.
FZAFX
- 1D
- 4.31%
- 1M
- -5.39%
- YTD
- -5.39%
- 6M
- -4.84%
- 1Y
- 17.55%
- 3Y*
- 16.46%
- 5Y*
- 9.11%
- 10Y*
- 16.19%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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FZAFX vs. SCHG - Expense Ratio Comparison
FZAFX has a 0.60% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
FZAFX vs. SCHG — Risk / Return Rank
FZAFX
SCHG
FZAFX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class Z (FZAFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FZAFX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.76 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.24 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.09 | +0.33 |
Martin ratioReturn relative to average drawdown | 5.02 | 3.71 | +1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FZAFX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.76 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.57 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.79 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.79 | -0.03 |
Correlation
The correlation between FZAFX and SCHG is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FZAFX vs. SCHG - Dividend Comparison
FZAFX's dividend yield for the trailing twelve months is around 0.54%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZAFX Fidelity Advisor Equity Growth Fund Class Z | 0.54% | 0.51% | 0.00% | 0.48% | 1.93% | 11.39% | 10.84% | 9.53% | 6.38% | 11.66% | 5.87% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
FZAFX vs. SCHG - Drawdown Comparison
The maximum FZAFX drawdown since its inception was -31.13%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FZAFX and SCHG.
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Drawdown Indicators
| FZAFX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.13% | -34.59% | +3.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -16.41% | +3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -29.73% | -34.59% | +4.86% |
Max Drawdown (10Y)Largest decline over 10 years | -31.13% | -34.59% | +3.46% |
Current DrawdownCurrent decline from peak | -8.78% | -12.51% | +3.73% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.22% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 4.84% | -1.22% |
Volatility
FZAFX vs. SCHG - Volatility Comparison
Fidelity Advisor Equity Growth Fund Class Z (FZAFX) has a higher volatility of 7.78% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that FZAFX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZAFX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 6.77% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 12.54% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.83% | 22.45% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.59% | 22.31% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 21.51% | -0.81% |